+79.0%
TFC vs AG
+72.5%
+6.5%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.1% | +1.1% | 0.0% |
| 7D | -1.2% | -4.0% | +2.8% | -1.0% |
| 30D | +7.8% | -13.1% | +20.8% | +8.3% |
| 3M | -3.0% | -22.0% | +19.1% | -2.2% |
| 6M | +5.8% | -37.3% | +43.1% | +7.3% |
| YTD | +5.3% | -11.2% | +16.5% | +4.8% |
| 1Y | +15.7% | +23.9% | -8.3% | +13.6% |
| 3Y | +94.8% | +225.1% | -130.4% | +81.6% |
| 5Y | 0.0% | +7.7% | -7.7% | -4.4% |
| 10Y | +79.0% | +86.9% | -7.9% | +71.3% |
| All | +79.0% | +72.5% | +6.5% | +71.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AG.
Daily Out/Under-Performance
Portfolio return minus AG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded AG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling